Partial Differential Equations with MATLAB

(Elle) #1

176 An Introduction to Partial Differential Equations with MATLAB©R


so the characteristics are the curves


y=2x^2 +c or 2x^2 −y=constant.

Now, let
ξ=x
η=2x^2 −y
or
x=ξ
y=2ξ^2 −η.


Then


ux=uξ+4xuη
uy=−uη

and the transformed PDE is


uξ−u=0

with solution


u=g(η)eξ
=g(2x^2 −y)ex

for arbitrary functiong. So the curves 2x^2 −y=care, indeed, characteristic.
More precisely, given the first-order linear PDE


a(x, y)ux+b(x, y)uy+c(x, y)u=f(x, y),

wedefinethe characteristic curves to be those curves satisfying


dy
dx

=


b(x, y)
a(x, y)

or, as is traditionally written,


dx
a(x, y)

=


dy
b(x, y)

. (5.6)


Definition 5.1Thecharacteristicsorcharacteristic curvesof the first-
order linear PDE


a(x, y)ux+b(x, y)uy+c(x, y)u=f(x, y)

are those curves satisfying the ODE


dx
a(x, y)

=


dy
b(x, y)

.

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